Pricing currency options based on fuzzy techniques
From MaRDI portal
Publication:958098
DOI10.1016/j.ejor.2007.10.059zbMath1153.91544MaRDI QIDQ958098
Publication date: 2 December 2008
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2007.10.059
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
91G20: Derivative securities (option pricing, hedging, etc.)
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